Sparse and low-rank covariance matrix estimation (Q2516376): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse and low-rank covariance matrix estimation |
scientific article |
Statements
Sparse and low-rank covariance matrix estimation (English)
0 references
31 July 2015
0 references
covariance matrix
0 references
sparse and low-rank estimator
0 references
estimation rate
0 references
alternating direction method of multipliers
0 references
